Working Papers Series

From Central Bank of Brazil, Research Department
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69: r-filters: a Hodrick-Prescott Filter Generalization

Fabio Araujo, Marta Areosa and José Rodrigues-Neto

68: Real Balances in the Utility Function: Evidence for Brazil

Leonardo Alencar and Marcio Nakane

67: Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil

Gustavo Araujo, João Maurício Moreira and Ricardo Clemente

66: A Taxa de Juros de Equilíbrio: uma Abordagem Múltipla

Pedro Miranda and Marcelo Muinhos

65: On the Information Content of Oil Future Prices

Benjamin Tabak

64: Medium-Size Macroeconomic Model for the Brazilian Economy

Marcelo Muinhos and Sergio Alves

63: Optimal Monetary Rules: The Case of Brazil

Charles Almeida, Marco Peres, Geraldo Silva, Souza Souza and Benjamin Tabak

62: Taxa de Juros e Concentração Bancária no Brasil

Eduardo Tonooka and Sérgio Koyama

61: O Uso de Dados de Alta Freqüência na Estimação da Volatilidade e do Valor em Risco para o Ibovespa

João Maurício Moreira and Eduardo Lemgruber

60: Delegated Portfolio Management

Paulo Coutinho and Benjamin Tabak

59: Os Preços Administrados e a Inflação no Brasil

Francisco Rodrigues Figueiredo and Thaís Ferreira

58: The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case

Benjamin Tabak

57: As Leis de Falência: uma Abordagem Econômica

Aloisio Araujo

56: Causality and Cointegration in Stock Markets: The Case of Latin America

Benjamin Lima

55: Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil

Carlos Araújo and Osmani Guillén

54: Stock Returns and Volatility

Benjamin Guerra

53: Inflation Targeting in Brazil: Lessons and Challenges

André Minella, Paulo Freitas, Ilan Goldfajn and Marcelo Muinhos

52: Generalized Hyperbolic Distributions and Brazilian Data

José Fajardo and Aquiles de Farias

51: Credit Channel with Sovereign Credit Risk: an Empirical Test

Victorio Chu

50: Macroeconomic Coordination and Inflation Targeting in a Two-Country Model

Eui Chang, Marcelo Muinhos and Joanílio Teixeira

49: Desenvolvimento do Sistema Financeiro e Crescimento Econômico no Brasil: Evidências de Causalidade

Orlando Matos

48: Should Government Smooth Exchange Rate Risk?

Ilan Goldfajn and Marcos Silveira

47: Indicadores Derivados de Agregados Monetários

Fernando Neto and José Júnior

46: The Determinants of Bank Interest Spread in Brazil

Tarsila Afanasieff, Priscilla Lhacer and Marcio Nakane

45: Optimal Monetary Policy, Gains from Commitment, and Inflation Persistence

André Minella

44: Estrutura Competitiva, Produtividade Industrial e Liberação Comercial no Brasil

Pedro Ferreira and Osmani Guillén

43: The Effects of the Brazilian ADRs Program on Domestic Market Efficiency

Benjamin Tabak and Eduardo Lima

42: Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio

Marcelo Muinhos, Sergio Alves and Gil Riella

41: Mudanças de Regime no Câmbio Brasileiro

Carlos Araújo and Getúlio Filho

40: Speculative Attacks on Debts, Dollarization and Optimum Currency Areas

Aloisio Araujo and Marcia Leon

39: Opções sobre Dólar Comercial e Expectativas a Respeito do Comportamento da Taxa de Câmbio

Paulo Castro

38: Volatilidade Implícita e Antecipação de Eventos de: um Teste para o Mercado Brasileiro

Frederico Gomes

37: Monetary Policy in Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations

Luiz Figueiredo, Pedro Fachada and Sérgio Goldenstein

36: Can Emerging Markets Float? Should They Inflation Target?

Barry Eichengreen

35: Uma Definição Operacional de Estabilidade de Preços

Tito Nícias da Silva Filho

34: Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises

Arminio Fraga and Daniel Gleizer

33: Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation

André Minella

32: Crises Cambiais e Ataques Especulativos no Brasil

Mauro Miranda

31: Algumas Considerações Sobre a Sazonalidade no IPCA

Francisco Rodrigues Figueiredo and Roberta Staub

30: Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates

Benjamin Tabak and Sandro Andrade

29: Using a Money Demand Model to Evaluate Monetary Policies in Brazil

Pedro Albuquerque and Solange Gouvea

28: Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais

Marco Bonomo and Ricardo Brito

27: Complementaridade e Fungibilidade dos Fluxos de Capitais Internacionais

Carlos Araújo and Renato Flôres Junior

26: Inflation Targeting in an Open Financially Integrated Emerging Economy: the case of Brazil

Marcelo Muinhos

25: Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00

Pedro Fachada

24: Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality

Joel Bogdanski, Paulo Freitas, Ilan Goldfajn and Alexandre Tombini

23: Os Efeitos da CPMF sobre a Intermediação Financeira

Sérgio Koyama and Marcio Nakane

22: Decentralized Portfolio Management

Paulo Coutinho and Benjamin Tabak

21: Os Impactos Econômicos da CPMF: Teoria e Evidência

Pedro Albuquerque

20: Credit Channel without the LM Curve

Victorio Chu and Marcio Nakane

19: Uncovered Interest Parity with Fundamentals: A Brazilian Exchange Rate Forecast Model

Marcelo Muinhos, Paulo Freitas and Fabio Araujo

18: A Simple Model for Inflation Targeting in Brazil

Paulo Freitas and Marcelo Muinhos

17: Estimando o Produto Potencial Brasileiro: Uma Abordagem de Função de Produção

Tito Nícias da Silva Filho

16: Avaliação das Projeções do Modelo Estrutural do Banco Central do Brasil para a Taxa de Variação do IPCA

Sergio Alves

15: Is it Worth Tracking Dollar/Real Implied Volatility?

Sandro Andrade and Benjamin Tabak

14: Evaluating Core Inflation Measures for Brazil

Francisco Rodrigues Figueiredo

13: Modelos de Previsão de Insolvência Bancária no Brasil

Marcio Janot

12: A Test of Competition in Brazilian Banking

Marcio Nakane

11: A Note on the Efficient Estimation of Inflation in Brazil

Michael Bryan and Stephen Cecchetti

10: Análise do Financiamento Externo a Uma Pequena Economia

Carlos Araújo and Renato Flôres Junior

9: Estimating Exchange Market Pressure and Intervention Activity

Emanuel-Werner Kohlscheen

8: The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk

José Rodrigues-Neto

7: Leading Indicators of Inflation for Brazil

Marcelle Chauvet

6: Optimal Interest Rate Rules in Inflation Targeting Frameworks

José Rodrigues-Neto, Fabio Araújo and Marta Moreira

5: The Pass-through from Depreciation to Inflation: A Panel Study

Ilan Goldfajn and Sergio Werlang

4: An Information Theory Approach to the Aggregation of Log-Linear Models

Pedro Albuquerque

3: Private Sector Participation: A Theoretical Justification of the Brazilian Position

Sergio Werlang

2: Política Monetária e Supervisão do Sistema Financeiro Nacional no Banco Central do Brasil

Eduardo Lundberg

1: Implementing Inflation Targeting in Brazil

Joel Bogdanski, Alexandre Tombini and Sergio Werlang